An advanced graduate student (in political economy) I'm assisting requests suggestions for especially accessible texts (or, for that matter, articles) laying out the basics of survival analysis in general and the Cox hazard model in particular (including explanations of diagnostic issues), with an emphasis on data structure requirements. My initial suggestions, evidently, were not particularly helpful. Consequently, I (or, more accurately, we) welcome suggestions from others.

Box–Steffensmeier, Janet M., and Bradford S. Jones. 2004. Event History Modeling: A Guide for Social Scientists. New York: Cambridge University Press.
Collett, Dave. 2003. Modeling Survival Data in Medical Research, 2nd Ed. London: Chapman & Hall.
Hosmer, David, and Stanley Lemeshow. 1999. Applied Survival Analysis: Regression Modeling of Time to Event Data. New York: Wiley.
Posted by: Christopher Zorn | May 03, 2006 at 09:40 AM
Chris offers three books; he is also also better qualified to answer this question.
But I have one more source, however, that is shorter and might be a good primer: Raymond E. Wright, Survival Analysis, in Reading and Understanding More Multivariate Statistics Ch. 11, 363-407 (Laurence G. Grimm & Paul R. Yarnold, eds., 2000).
Wright is (or was at the time) a research scientist with SPSS, Inc. The chapter is written as primer, uses example applications, and contains a detailed glossary and bibliography.
Posted by: William Henderson | May 03, 2006 at 10:23 AM
I can also recommend John Fox "Cox Proportional-Hazards Regression for Survival Data" (2002) which is available here: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-cox-regression.pdf
It is an S-Plus/R implementation, and has an excellent section on diagnostics. It is much easier to implement survival analysis with time-dependent variables in R than in SPSS.
Posted by: Joe Doherty | May 03, 2006 at 03:28 PM